-59.2%
NKE vs WCN
+18.4%
-77.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -3.1% | -1.1% | -3.6% |
| 30D | -8.2% | -3.4% | -4.8% | -7.6% |
| 3M | -19.1% | +3.0% | -22.0% | -19.2% |
| 6M | -32.6% | -3.8% | -28.9% | -32.0% |
| YTD | -40.7% | -8.3% | -32.4% | -39.7% |
| 1Y | -48.9% | -9.7% | -39.1% | -47.9% |
| 3Y | -59.2% | +17.2% | -76.4% | -64.0% |
| All | -59.2% | +18.4% | -77.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling